In this paper, we propose a discrete-time Sequential Quadratic Programming (SQP) algorithm for nonlinear optimal control problems. Using the idea by Hauser of projecting curves onto the trajectory space, the introduced algorithm has guaranteed recursive feasibility of the dynamic constraints. The second essential feature of the algorithm is a specific choice of the Lagrange multiplier update. Due to this ad hoc choice of the multiplier, the algorithm converges locally quadratically. Finally, we show how the proposed algorithm connects standard SQP methods for nonlinear optimal control with the Projection Operator Newton method by Hauser.

A projected SQP method for nonlinear optimal control with quadratic convergence

Giuseppe Notarstefano;
2013

Abstract

In this paper, we propose a discrete-time Sequential Quadratic Programming (SQP) algorithm for nonlinear optimal control problems. Using the idea by Hauser of projecting curves onto the trajectory space, the introduced algorithm has guaranteed recursive feasibility of the dynamic constraints. The second essential feature of the algorithm is a specific choice of the Lagrange multiplier update. Due to this ad hoc choice of the multiplier, the algorithm converges locally quadratically. Finally, we show how the proposed algorithm connects standard SQP methods for nonlinear optimal control with the Projection Operator Newton method by Hauser.
2013
52nd IEEE Conference on Decision and Control
6463
6468
Florian A. Bayer; Giuseppe Notarstefano; Frank Allgower
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/671979
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